Pages that link to "Item:Q1935272"
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The following pages link to Entropic value-at-risk: a new coherent risk measure (Q1935272):
Displayed 47 items.
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Adaptive decision making via entropy minimization (Q1726294) (← links)
- Risk-averse model predictive control (Q1737648) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- Distributionally robust discrete optimization with entropic Value-at-Risk (Q1785302) (← links)
- Approximate models and robust decisions (Q1790356) (← links)
- Addendum to: Entropic value-at-risk: a new coherent risk measure (Q1935255) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Entropy based risk measures (Q2183329) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (Q2454011) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- MEASURING DISTRIBUTION MODEL RISK (Q2800000) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- COHERENT RISK MEASURES AND NORMAL MIXTURE DISTRIBUTIONS WITH APPLICATIONS IN PORTFOLIO OPTIMIZATION (Q5010072) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Risk-averse real driving emissions optimization considering stochastic influences (Q5059291) (← links)
- Weighted Scoring Rules and Convex Risk Measures (Q5060508) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- f-Betas and portfolio optimization with f-divergence induced risk measures (Q6063323) (← links)
- Risk-averse receding horizon motion planning for obstacle avoidance using coherent risk measures (Q6067041) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
- Risk budgeting portfolios from simulations (Q6096628) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)